Monotonic bounds in multistage mixed-integer stochastic programming
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Publication:1789577
DOI10.1007/S10287-016-0254-5zbMATH Open1397.90287OpenAlexW2329499105MaRDI QIDQ1789577FDOQ1789577
Authors: Francesca Maggioni, E. Allevi, Marida Bertocchi 
Publication date: 10 October 2018
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-016-0254-5
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computational complexityboundsmultistage stochastic programmingvalue of stochastic solutionmixed integer programsgroup subproblems
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Cited In (25)
- On the number of stages in multistage stochastic programs
- Two-stage stochastic standard quadratic optimization
- Generalized bounds for convex multistage stochastic programs.
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Two-stage stochastic modeling of transportation outsourcing plans for transshipment centers
- The value of the right distribution in stochastic programming with application to a Newsvendor problem
- A scalable bounding method for multistage stochastic programs
- Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
- A stochastic programming model for a tactical solid waste management problem
- On the safe side of stochastic programming: bounds and approximations
- A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania
- Bounds in multi-horizon stochastic programs
- Bounds in multistage linear stochastic programming
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
- A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment
- Bounds and approximations for multistage stochastic programs
- Bounding multi-stage stochastic programs from above
- Optimization-Driven Scenario Grouping
- An embarrassingly parallel method for large-scale stochastic programs
- Multi-stage stochastic programming for demand response optimization
- A hierarchy of bounds for stochastic mixed-integer programs
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